Quant has a domain-specific language (Quant DSL) for expressing and
evaluating contracts in a generic manner.

Quant has a Web user interface, and an API for machine clients. Quant has a
flexible role-based access controller. There is a Web admin interface, and
also command line programs to support site setup and administration.

Quant can be extended by adding new price processes, custom contract types,
and alternative pricers. Quant is currently distributed with a Black Scholes
price process. There are contract types for American, Binary, European,
Futures, and for expressing contracts with Quant DSL. There are pricers
implementing the Monte Carlo, binomial tree, and Black Scholes methods. There
is a pricer for contract types based on the Quant DSL which involves the
Longstaff Schwartz least-squares Monte Carlo (LSM) method.

Website

Install Guide

Welcome to the Quant Install Guide.

It is very easy to create new Quant services. Either do it all manually or
use the Quant installer. Afterwards, simply configure and restart Apache.

The Quant installer will deploy Quant into a new virtual Python environment.
New services are set up with an SQLite database. Installer options exist
for using other database management systems, and it is possible to migrate
between different database management system after the service is created.

Operating System Dependencies

Before installation, make sure required system packages are installed:

Please note, if you will install Quant into an isolated virtual Python
environment (e.g. with virtualenv), you will want to create library links
to the Python packages for SciPy (and NumPy) before installing Quant.

Manual Code Install

Install the Quant Python package (and dependencies) either by running:

$ pip install quant

Or by downloading the Quant tarball, unpacking and running:

$ python setup.py install

After installation, please read the following help pages for more information:

$ quant-makeconfig --help
$ quant-admin help setup

Manual Site Setup

Decide a filesystem path for the new site:

$ mkdir PATH

Create the new site configuration file:

$ quant-makeconfig --master-dir=PATH PATH/quant.conf

Set up the new site with the new configuration:

$ quant-admin setup --config=PATH/quant.conf

Please note, if you installed Quant into an isolated virtual Python
environment, you will want to use the –virtualenv-bin-dir option of
quant-makeconfig.

The configuration file defines the filesystem path to the newly generated
Apache configuration file. You will need to need to include this file in the
main Apache configuration.

Automated Install and Deploy

You can create a Quant service in one step with the Quant installer.

The installer will build a virtual Python environment, and install
the Quant software. The installer will then set up a new site with an SQLite
database, and it will create an Apache config file to be included in the main
Apache configuration (see below).